+120.5%
VGT vs FICO
+4.8%
+115.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -16.7% | +17.0% | +2.5% |
| 7D | +1.0% | -19.2% | +20.2% | +3.7% |
| 30D | +1.3% | -14.6% | +15.9% | +3.1% |
| 3M | -1.1% | -20.1% | +18.9% | +0.2% |
| 6M | +32.6% | -36.3% | +68.9% | +40.0% |
| YTD | +29.0% | -44.9% | +73.9% | +40.6% |
| 1Y | +39.7% | -38.6% | +78.3% | +45.9% |
| All | +120.5% | +4.8% | +115.7% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling